Champion Iron Ltd (CIA.TO)
6.86
+0.35
(+5.38%)
CAD |
TSX |
May 17, 16:00
Champion Iron Max Drawdown (5Y): 62.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 62.30% |
| March 31, 2024 | 62.30% |
| February 29, 2024 | 62.30% |
| January 31, 2024 | 62.30% |
| December 31, 2023 | 62.30% |
| November 30, 2023 | 62.30% |
| October 31, 2023 | 62.30% |
| September 30, 2023 | 62.30% |
| August 31, 2023 | 62.30% |
| July 31, 2023 | 62.30% |
| June 30, 2023 | 62.30% |
| May 31, 2023 | 62.30% |
| April 30, 2023 | 62.30% |
| March 31, 2023 | 62.30% |
| February 28, 2023 | 62.30% |
| January 31, 2023 | 62.30% |
| December 31, 2022 | 62.30% |
| November 30, 2022 | 62.30% |
| October 31, 2022 | 62.30% |
| September 30, 2022 | 62.30% |
| August 31, 2022 | 62.30% |
| July 31, 2022 | 62.30% |
| June 30, 2022 | 62.30% |
| May 31, 2022 | 62.30% |
| April 30, 2022 | 62.30% |
| Date | Value |
|---|---|
| March 31, 2022 | 62.30% |
| February 28, 2022 | 62.30% |
| January 31, 2022 | 62.30% |
| December 31, 2021 | 62.30% |
| November 30, 2021 | 62.30% |
| October 31, 2021 | 62.30% |
| September 30, 2021 | 62.30% |
| August 31, 2021 | 62.30% |
| July 31, 2021 | 62.30% |
| June 30, 2021 | 62.30% |
| May 31, 2021 | 62.30% |
| April 30, 2021 | 62.30% |
| March 31, 2021 | 62.30% |
| February 28, 2021 | 67.27% |
| January 31, 2021 | 67.27% |
| December 31, 2020 | 70.91% |
| November 30, 2020 | 73.64% |
| October 31, 2020 | 73.64% |
| September 30, 2020 | 74.55% |
| August 31, 2020 | 74.55% |
| July 31, 2020 | 74.55% |
| June 30, 2020 | 77.27% |
| May 31, 2020 | 78.18% |
| April 30, 2020 | 80.00% |
| March 31, 2020 | 86.36% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
62.30%
Minimum
Mar 2021
86.36%
Maximum
May 2019
68.82%
Average
62.30%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| OceanaGold Corp | 77.77% |
| Perseus Mining Ltd | 48.21% |
| RTG Mining Inc | 95.33% |
| Xanadu Mines Ltd | 94.09% |
| Graphene Manufacturing Group Ltd | 93.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.04 |
| Beta (5Y) | 1.547 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.11% |
| Historical Sharpe Ratio (5Y) | 0.4171 |
| Historical Sortino (5Y) | 0.8262 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.88% |